It's how I "gamed on Linux" for a couple years. Support is basically you and you alone. The dev for Looking Glass is active but the man isn't your personal tech assistant so often you're just doing A/B testing to make something work.
For me, I just didn't want to fiddle with my home desktop that much. I went back to Windows.
It does have it if all you want to do is develop, browse the web and similar things.
Including windows games into the things it needs to run without hassle is kinda unfair in my opinion, as that's pretty far from what this DE is used for regularly.
I went back to windows on my home pc because off games too, but my work environment with Ubuntu/regolith was significantly less painful to setup then the WSL hassles I had to jump through on windows before.
I'm still suffering with Linux for largely philosophical reasons at this point, but quite frankly if I wasn't such an opinionated nerd I'd just go to a normal Windows machine at this point.
I wouldn't recommend VFIO just for gaming, there are better options.
I use it for gaming, software dev, and just in general it's nice to be able to switch OSs for any reason instantly. What better options are there?
Basically it's not worth setting up VFIO just for gaming, but if you already on top of that mountain, then use whatever. I stopped using VFIO a while back and just bought a laptop that runs Linux without any issues.
I don't really have time for games now, but if I wanted to play I would probably wait until next LTSC and install it + latest WSL on my PC. Or would buy a console, maybe that Steam Deck.
Trouble is, now that my Nix setup is good for everyday use (Not yet development, I wish to see Flakes mature soon) I barely ever tinker with it, might be because it's summertime here too, doesn't encourage me to geek out too much.
What options? I'm interested.
Or install less annoying edition of Windows like LTSC, configure Unified Write Filter or similar feature to keep it under control and try to live with latest WSL as your Linux. And just buying a console is another option, if not for a general chip shortage it would be a very good time to do it.